Skip to Content
ETFs

Vanguard Small-Cap Value ETF

VBR
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Jan 26, 2004
Expense Ratio
0.07%
Type
US Equities
Fund Owner
Vanguard
Volume (1m avg. daily)
$64,913,706
AUM
$24,084,142,646
Associated Index
CRSP U.S. Small Cap Value Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

—
Vanguard Market Liquidity Fund
0.78%
BLDR
Builders Firstsource Inc
0.68%
BG
Bunge Ltd.
0.63%
IEX
Idex Corporation
0.63%
RS
Reliance Steel & Aluminum Co.
0.61%
ATO
Atmos Energy Corp.
0.57%
BAH
Booz Allen Hamilton Holding Corp - Ordinary Shares - Class A
0.55%
JBL
Jabil Inc
0.53%
FCNCA
First Citizens Bancshares, Inc (NC) - Ordinary Shares - Class A
0.5%
APA
APA Corporation
0.49%
Invest with VBR
Trade VBR Options

What is VBR?

Seeks to track the performance of the CRSP U.S. Small Cap Value Index which measures the investment return of small-capitalization value stocks. Provides a convenient way to match the performance of a diversified group of small value companies. Follows a passively managed full-replication approach.

1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade

VBR
Performance Measures**

for the time period Jan 30, 2004 to Dec 4, 2025

Returns

1M Trailing Return: 3.9%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 1.6%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -62.0%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 22.9%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.50

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.15

The annualized return divided by the max drawdown for the selected time period.

ETFs related toVBR

ETFs correlated to VBR include IJJ, IVOV, DON

VBR
Vanguard Group, Inc. - Vanguard Small Cap Value ETF
IJJ
BlackRock Institutional Trust Company N.A. - iShares S&P Mid-Cap 400 Value ETF
IVOV
Vanguard Group, Inc. - Vanguard S&P Mid-Cap 400 Value ETF
DON
WisdomTree Trust - WisdomTree U.S. MidCap Dividend Fund
MDYV
SPDR Series Trust - SPDR S&P 400 Mid Cap Value ETF
FNDA
Schwab Strategic Trust - Schwab Fundamental U.S. Small Company Index ETF
IJH
BlackRock Institutional Trust Company N.A. - iShares Core S&P Mid-Cap ETF
DFAT
Dimensional ETF Trust - Dimensional U.S. Targeted Value ETF
DFAS
Dimensional ETF Trust - Dimensional U.S. Small Cap ETF
SPMD
SPDR Series Trust - SPDR Portfolio S&P 400 Mid Cap ETF
IVOO
Vanguard Group, Inc. - Vanguard S&P Mid-Cap 400 ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Trading Strategies
Related toVBR

Factor Alpha

Category

Trend-following, factor rotation, ETF, US equities, growth tilt, defensive tilt

OOS Cumulative Return

97.92%

experiment

Category

Momentum, regime-switching, tactical, US stocks, mega-cap tech, diversification, Treasuries, gold

OOS Cumulative Return

82.88%

Create your own algorithmic trading strategy with VBR using Composer

FAQ

VBR is a US Equities ETF. Seeks to track the performance of the CRSP U.S. Small Cap Value Index which measures the investment return of small-capitalization value stocks. Provides a convenient way to match the performance of a diversified group of small value companies. Follows a passively managed full-replication approach.

VBR tracks the CRSP U.S. Small Cap Value Index.

No, VBR is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, VBR is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on VBR is -0.022%. This is the percent change in the value of VBR over the most recent 1-month period. The 3-month return on VBR is 0.0036%. This is the percent change in the value of VBR over the most recent 3-month period.

The standard deviation of VBR for the past year is 0.2066%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to VBR include IWO, VTV, and VUG.

ETFs correlated to VBR include IJJ, IVOV, and DON.

ETFs that are inversely correlated to VBR include RWM, TZA, and TWM.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.